Additional TrdType assigned to a trade by trade match system.
See TrdType <828> tag
- 0 = Regular trade
- 1 = Block trade
- 2 = Exchange for physical (EFP)
- 3 = Transfer
- 4 = Late trade
- 5 = T trade
- 6 = Weighted average price trade
- 7 = Bunched trade
- 8 = Late bunched trade
- 9 = Prior reference price trade
- 10 = After hours trade
- 11 = Exchange for risk (EFR)
- 12 = Exchange for swap (EFS)
13 = Exchange of futures for in market futures (EFM)
For example full sized for mini.
- 14 = Exchange of options for options (EOO)
- 15 = Trading at settlement
- 16 = All or none
- 17 = Futures large order execution
- 18 = Exchange of futures for external market futures (EFF)
- 19 = Option interim trade
- 20 = Option cabinet trade
- 22 = Privately negotiated trade
- 23 = Substitution of futures for forwards
- 48 = Non-standard settlement
- 49 = Derivative related transaction
- 50 = Portfolio trade
- 51 = Volume weighted average trade
- 52 = Exchange granted trade
- 53 = Repurchase agreement
54 = OTC
Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules.
- 55 = Exchange basis facility (EBF)
- 56 = Opening trade
- 57 = Netted trade
58 = Block swap trade
Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules.
- 59 = Credit event trade
- 60 = Succession event trade
- 61 = Give-up Give-in trade
62 = Dark trade
A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order.
- 63 = Technical trade
64 = Benchmark
For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP.
65 = Package trade
Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value.
66 = Roll trade
Trade is a roll from one contract that is about to expire to a new contract.
- MiFID Values
- 24 = Error trade
- 25 = Special cum dividend (CD)
- 26 = Special ex dividend (XD)
- 27 = Special cum coupon (CC)
- 28 = Special ex coupon (XC)
- 29 = Cash settlement (CS)
30 = Special price (SP)
Usually net or all-in price.
- 31 = Guaranteed delivery (GD)
- 32 = Special cum rights (CR)
- 33 = Special ex rights (XR)
- 34 = Special cum capital repayments (CP)
- 35 = Special ex capital repayments (XP)
- 36 = Special cum bonus (CB)
- 37 = Special ex bonus (XB)
38 = Block trade
The same as large trade.
- 39 = Worked principal trade
- 40 = Block trades
- 41 = Name change
- 42 = Portfolio transfer
43 = Prorogation buy
Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price.
44 = Prorogation sell
See prorogation buy.
- 45 = Option exercise
- 46 = Delta neutral transaction
- 47 = Financing transaction